Inference for Empirical Wasserstein Distances on Finite Spaces
Inference for Empirical Wasserstein Distances on Finite Spaces
Summary The Wasserstein distance is an attractive tool for data analysis but statistical inference is hindered by the lack of distributional limits. To overcome this obstacle, for probability measures supported on finitely many points, we derive the asymptotic distribution of empirical Wasserstein distances as the optimal value of a linear …